FAIR VALUE OF FINANCIAL INSTRUMENTS - Schedule of Quantitative Information (Details) $ in Thousands	9 Months Ended	12 Months Ended
	Sep. 30, 2019 USD ($)	Dec. 31, 2018 USD ($)
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Carrying Value	$ 1,897,999	$ 1,398,576
CMBS
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Carrying Value	1,788,712	1,252,640
CMBS interest-only
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Carrying Value	41,440	55,691
GNMA interest-only
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Carrying Value	2,026	2,648
Agency securities
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Carrying Value	654	662
GNMA permanent securities
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Carrying Value	32,795	33,064
Corporate bonds
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Carrying Value	$ 32,372	$ 53,871
Level 3 | CMBS | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Duration	0 months	0 years
Level 3 | CMBS | Weighted Average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Duration	1 year 6 months 14 days	2 years 6 months
Level 3 | CMBS | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Duration	7 years 1 month 6 days	7 years 9 months 10 days
Level 3 | CMBS interest-only | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Duration	29 days	1 month 20 days
Level 3 | CMBS interest-only | Weighted Average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Duration	2 years 7 months 9 days	2 years 11 months 15 days
Level 3 | CMBS interest-only | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Duration	3 years 10 months 6 days	6 years 10 months 9 days
Level 3 | GNMA interest-only | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Duration	0 months	14 days
Level 3 | GNMA interest-only | Weighted Average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Duration	2 years 9 months 10 days	3 years 1 month 17 days
Level 3 | GNMA interest-only | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Duration	8 years 7 months 9 days	4 years 9 months 7 days
Level 3 | Agency securities | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Duration	0 months	0 years
Level 3 | Agency securities | Weighted Average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Duration	2 years 5 months 15 days	2 years 9 months 29 days
Level 3 | Agency securities | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Duration	3 years 2 months 1 day	3 years 9 months 25 days
Level 3 | GNMA permanent securities | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Duration	1 year 1 month 24 days	0 years
Level 3 | GNMA permanent securities | Weighted Average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Duration	7 years 9 months 3 days	5 years 7 months 13 days
Level 3 | GNMA permanent securities | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Duration	13 years 11 months 26 days	5 years 10 months 17 days
Level 3 | Corporate bonds | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Duration	1 year 18 days	1 year 11 months 8 days
Level 3 | Corporate bonds | Weighted Average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Duration	1 year 18 days	2 years 2 months 8 days
Level 3 | Corporate bonds | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Duration	1 year 18 days	2 years 8 months 12 days
Level 3 | Yield | CMBS | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input	0.0168	0
Level 3 | Yield | CMBS | Weighted Average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input	0.031	0.0354
Level 3 | Yield | CMBS | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input	0.2055	0.2167
Level 3 | Yield | CMBS interest-only | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input	0.0179	0.0087
Level 3 | Yield | CMBS interest-only | Weighted Average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input	0.0373	0.0471
Level 3 | Yield | CMBS interest-only | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input	0.0635	0.0811
Level 3 | Yield | GNMA interest-only | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input	(0.0719)	0.0121
Level 3 | Yield | GNMA interest-only | Weighted Average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input	0.1444	0.0554
Level 3 | Yield | GNMA interest-only | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input	0.4447	0.1021
Level 3 | Yield | Agency securities | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input	0	0
Level 3 | Yield | Agency securities | Weighted Average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input	0.0143	0.021
Level 3 | Yield | Agency securities | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input	0.0185	0.0284
Level 3 | Yield | GNMA permanent securities | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input	0.0343	0
Level 3 | Yield | GNMA permanent securities | Weighted Average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input	0.1872	0.0351
Level 3 | Yield | GNMA permanent securities | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input	0.8430	0.04
Level 3 | Yield | Corporate bonds | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input	0.0279	0.053
Level 3 | Yield | Corporate bonds | Weighted Average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input	0.0279	0.0535
Level 3 | Yield | Corporate bonds | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input	0.0279	0.0546
Level 3 | Prepayment speed | CMBS interest-only | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input	100.00	100.00
Level 3 | Prepayment speed | CMBS interest-only | Weighted Average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input	100.00	100.00
Level 3 | Prepayment speed | CMBS interest-only | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input	100.00	100.00
Level 3 | Prepayment speed | GNMA interest-only | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input	5.00	5.00
Level 3 | Prepayment speed | GNMA interest-only | Weighted Average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input	11.57	6.58
Level 3 | Prepayment speed | GNMA interest-only | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input	15.00	15.00
Level 3 | Internal Model Third Party Inputs Valuation Technique
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Carrying Value	$ 1,897,999	$ 1,398,576
Recurring | Internal Model Third Party Inputs Valuation Technique | CMBS
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input	0.0314	0.0314
Duration	2 years 4 months 17 days	2 years 3 months 29 days
Recurring | Internal Model Third Party Inputs Valuation Technique | CMBS interest-only
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input	0.0365	0.0280
Duration	2 years 7 months 9 days	2 years 8 months 8 days
Recurring | Internal Model Third Party Inputs Valuation Technique | GNMA interest-only
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input	0.0965	0.0630
Duration	2 years 8 months 23 days	4 years 1 month 9 days
Recurring | Internal Model Third Party Inputs Valuation Technique | Agency securities
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input	0.0174	0.0183
Duration	1 year 11 months 19 days	2 years 4 months 9 days
Recurring | Internal Model Third Party Inputs Valuation Technique | GNMA permanent securities
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input	0.0327	0.0376
Duration	4 years 6 months 18 days	5 years 10 days
Recurring | Internal Model Third Party Inputs Valuation Technique | Corporate bonds
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input	0.0481	0.0504
Duration	1 year 3 months 21 days	2 years 6 months 3 days
Recurring | Level 3 | Internal Model Third Party Inputs Valuation Technique | CMBS
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Carrying Value	$ 1,788,712	$ 1,252,640
Recurring | Level 3 | Internal Model Third Party Inputs Valuation Technique | CMBS interest-only
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Carrying Value	41,440	55,691
Recurring | Level 3 | Internal Model Third Party Inputs Valuation Technique | GNMA interest-only
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Carrying Value	2,026	2,648
Recurring | Level 3 | Internal Model Third Party Inputs Valuation Technique | Agency securities
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Carrying Value	654	662
Recurring | Level 3 | Internal Model Third Party Inputs Valuation Technique | GNMA permanent securities
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Carrying Value	32,795	33,064
Recurring | Level 3 | Internal Model Third Party Inputs Valuation Technique | Corporate bonds
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Carrying Value	$ 32,372	$ 53,871